Chapter 2

From laminar to turbulent ows

Turbulent ows can often be observed to arise from laminar ows as the Reynolds
number is increased1 . The transition to tubulence happens because small disturbances
to the ow are no longer damped by the ow, but begin to grow by taking energy from
the original laminar ow. This natural process is easily visualized by watching the
simple stream of water from a faucet (or even a pitcher). Turn the ow on very slow
(or pour) so the stream is very smooth initially, at least near the outlet. Now slowly
open the faucet (or pour faster) and observe what happens, rst far away, then closer
to the spout. The surface begins to exhibit waves or ripples which appear to grow
downstream. In fact, they are growing by extracting energy from the primary ow.
Eventually they grow enough that the ow breaks into drops. These are capillary
instabilities arising from surface tension, but regardless of the type of instability, the
idea is the same innitesimal disturbances have grown to disrupt the simplicity of
the laminar ow. In this lecture we investigate how this transition from laminar to
turbulent dynamics occurs.

Laminar ows are solutions of the Navier-Stokes equations in the limit when nonlin
earities can be neglected. This situation corresponds to the Stokes approximation;
the ow is given by a balance between external forcing (mechanical or thermodynam
ical) and dissipation. The corresponding velocity eld is entirely predictable and has
the same regularity properties as the applied external forces.

As the Reynolds number is increased, nonlinearities are no longer negligible. There

is a critical Reynolds number, above which the system bifurcates toward completely
new solutions. These solutions correspond to breaking of symmetries of the origi
nal ow. For example a steady ow submitted to time independent forcing becomes
time periodic. Usually the state resulting from a rst bifurcation is still very regular.
1
In this lecture Reynolds number is used to identify whatever nondimensional number is appro
priate to characterize the onset of turbulence in the problem at hand.

1
When the Reynolds number is increased even further, the ow that emerged after the
primary bifurcation can itself become unstable to new modes breaking new symme
tries. The set of bifurcation continues until the global dynamics of the ow becomes
very complicated, i.e. turbulent.

The transition from simple to complex behavior is observed in models as simple as

deterministic maps. Thus in the next section we derive a map based on a loose anal
ogy to the Navier-Stokes equation. A study of solutions of the map will provide an
introduction to the problem of the onset of complexity and chaos in simple deter
ministic systems. These results will provide an introduction to the problem of onset
of turbulence. How can irregular and apparently stochastic solutions appear in uid
ows that are governed by deterministic equations?

2.1 The logistic map as a poor mans Navier-Stokes

equation

Following Frisch we introduce a discrete map that mimics some of the properties of
the Navier-Stokes equations. A sort of a poor mans Navier-Stokes equation. We
begin with the incompressible form of the NavierStokes equations,

ut + u u = p + Re1 2 u + F , (2.1)
u = 0. (2.2)

We now express the sloutions in terms of the Fourier representation of u,

ai (t)eikx .

u(x, t) = (2.3)
i

This resulting innite system of ordinary dierential equations (ODEs) for the Fourier
coecients is known as a Galerkin projection of the Navier-Stokes equations; e.g.,

Aijk aj ak Re1 |k|2 ai + Fi .

ai = (2.4)
jk

Equation (2.4) is simple to understand. Every mode ai represents a component of

the velocity eld with a lengthscale |k|. The velocity eld at each lengthscale can
be changed through nonlinear interaction with other modes, through linear damping
or through forcing Fi . The nonlinear interaction are quadratic and their strength is
controlled by the coecients Aijk . Damping is inversely proportional to the length-
scale and thus it is more ecient for small-scale modes. A detailed derivation of
equation (2.4) is given in chapter 3 of Salmons book.

In order to keep the problem simple let us remove all but a single arbitrary wave
mode. This procedure is called a Galerkin truncation. This results in an equation of

the form,

a = Aa2 Re1 |k|2 a, (2.5)

i.e. an evolution equation for one mode forced by a quadratic nonlinearity and damp
ing. This derivation is not formally correct. A careful expansion of the Navier-Stokes
equation would show that a mode cannot interact nonlinearly with itself. In other
words Aiii = 0. We ignore the issue for the moment. The only justication for
equation (2.5) is that it has a quadratic nonlinearity and dissipation, much alike
the Navier-Stokes equation and it might be a useful paradigm to study the onset of
complex behavior in a simple deterministic system.

It is straightforward to solve (2.5) numerically. Here we will employ a simple forward

Euler single-step, explicit time integration procedure. This leads to,
an+1 an
= Aa2n Re1 |k|2 an , (2.6)

where is an arbitrary discrete time step parameter. We now rearrange the equation
as,

1 Re1 |k|2

an+1 = Aan an . (2.7)
A

This map can be reduced to a well studied example, if we require,

1 Re1 |k|2
= 1, (2.8)
A
which implies that,

A = 1 Re1 |k|2 . (2.9)

This in turn permits us to write (2.6) as,

an+1 = 4 1 Re1 |k|2 an (1 an ) = ran (1 an ), (2.10)

which is the well known logistic map.

It is easily seen that as Re , r 1 from below. Since a(1 a) has a maximum

at 1/4 for a [0.1] we see that we should rescale r by a factor of 4 to obtain that the
range of values for r is is between zero and four, just as in the logistic map. It is also
worth observing that r depends on the wavevector magnitude, and on the numerical
time step parameter. In particular, we see that the product of these factors must be
less than Re in order for r > 0 to hold. This implies that as the wavevector magnitude
increases, the time step size must decrease, just as would certainly be the case in order
to maintain stability of an explicit time-stepping method such as forward Euler.

We will show that the logistic map displays broadband spectrum in time, nonlinearity,
unpredictable behavior, and time reversibility. However it is derived assuming a single
lengthscale and it cannot display any spatial structure. Thus the logistic map is poor
mans Navier-Stokes equation and cannot display turbulent behavior. However it is a
useful tool to study how a deterministic system can produce chaos and unpredictable
behavior.

2.1.1 Linear solutions of the logistic map

We start by studying linear solutions of the logistic map. The variable an represents
the amplitude of the velocity at time n . For convenience we will now switch from
an to xn to indicate the mode amplitude. The logistic map is a one dimensional map
of the form xn+1 = F (xn ),
xn+1 = rxn (1 xn ). (2.11)
The iteration of one dimensional maps is easy to see graphically: if we plot y = F (x)
and y = x, the iterations are given by successive steps between these two curves,
y = F (xn ), xn=1 = y. (2.12)
Successive iterations from a given initial values are given by successive operations of
the map F , an operation known as functional composition,
x1 = F (x0 ), (2.13)
x2 = F (x1 ) = F (F (x0 )), (2.14)
... (2.15)
xn = F (xn1 ) = F (F . . . F (x0 )). (2.16)

We use the matlab function cobweb.m to study the properties of the map. The
intersection xf of y = F (x) with y = x is a xed point of the iteration, if,
F (xf ) = xf . (2.17)
We can easily answer the question of whether an initial condition close to xf ap
proaches the xed point under iteration (when we call the xed point stable) or
moves away from it (unstable xed point) by linearizing the evolution about xf :
write x = xf + x and then using a Taylor expansion with F (x) the derivative of the
function,
xn+1 = xf + xn+1 = F (xf + xn ) F (xf ) + xn F (xf ) (2.18)
so that
xn+1 = F (xf )xn (2.19)

4
and |xn | will increase on successive iterations for F (xf ) > 1. Thus the xed point
is stable for F (xf ) < 1 and is unstable for F (xf ) > 1. This procedure is the map
equivalent of the linear stability analysis of solutions of the Navier-Stokes equations.
In 12.803 we considered the linear stability analysis of shear ows. In that case we
considered the stability as a function of external parameters like the shear and its
curvature. Here we will study the stability of xed points for dierent Reynolds
numbers.

2.1.2 Bifurcations and the onset of chaos in the logistic map

In the logistic map for small values of r there is only one stable xed point xf and
almost all initial conditions lead to an orbit that converges to the xed point (x = 0
and x = 1 being exceptional initial conditions). These solutions correspond to the
laminar ows at small Reynolds numbers. Nonlinearities are subdominant. However
things change as we increase r. What happens when xf becomes unstable (which
happens at r = 3)?

The rst bifurcation

As the map parameter r is changed, the character of the long time solution dramat
ically changes, from a xed point to a time dependent solution. These changes are
called bifurcations. For values of r slightly larger then 3, the solution converges to an
orbit which alternately visits two values x1 and x2 : this is the discrete time version of
a limit cycle or periodic orbit (here period two). The second iterate function y = F 2
yields three intersections with the line y = x. It is easy to check that at two of
these the magnitude of the slope |dF 2 /dx| is less than unity, i.e. there are two stable
xed points of F 2 , and these correspond to x1 and x2 . The third xed point of F 2 is
unstable: xf is of course an unstable xed point of F . These issues are illustrated by
the matlab functions cobweb.m and logistic fp.m. Try to run them using r = 3.2.

The second bifurcation

Set r to r = 3.5 and look at the iterations of F . The period two orbit has gone
unstable, and the trajectory converges to a period four orbit. We have seen that the
period two orbit is simple (a xed point!) in F 2 . We can understand the second
bifurcation by studying the xed points of F 4 . The instability of the period two orbit
is seen to be associated with the slope of F 4 becoming greater than unity, and again
two new xed points of F 4 develop.

Further bifurcations

The analysis of bifurcations gets more and more awkward as r increases. Hence we
switch to numberical exploration. But keep in mind that numerics can nd attractors

but miss the unstable structures. With r slightly bigger than 3.54, the population
will oscillate between 8 values, then 16, 32, etc. The lengths of the parameter inter
vals which yield the same number of oscillations decrease rapidly; the ratio between
the lengths of two successive such bifurcation intervals approaches the Feigenbaum
constant,
rn rn1
= n
lim = 4.669 . . . (2.20)
rn+1 rn
All of these behaviors do not depend on the initial population. This is the so-called
period-doubling bifurcation.

The bifurcations that occur, and the dierent types of orbits, are well shown by
the bifurcation map. This is constructed with the parameter r along the abscissa,
and all values of x visited (after some numbers of iterations to eliminate transients)
plotted as points along the ordinate. A xed point orbit over a range of r appears
as a single curve, which splits into two curves at the bifurcation to the period two
orbit etc. Chaotic dynamics, where the orbit visits an innite number of points
(otherwise the orbit would repeat, and therefore be periodic) appears as bands of
continua of points (subject to limitations of how many points are actually plotted in
the implementation).

The bifurcation diagram of the logistic map shows that simple systems can have an
amazingly rich bifurcation structure. This complexity in the logistic map was rst
studied by May in the context of population dynamics. You can create a bifurcation
map with the matlab function logistic bif.m.

The onset of chaos

At r = 3.569946 . . . the orbits become very irregular and we can no longer see any
oscillations. Slight variations in the initial population yield dramatically dierent
results over time. These are signatures that the orbits have become cahotic. Notice,
however, that periodic windows mysteriously appear here and there as we further
increase r. These are sometimes called islands of stability. The largest window is
near (3.8284, 3.8415) where there is a period three orbit. For slightly higher values of
r oscillations icker between 6 values, then 12 etc. There are other ranges which yield
oscillation between 5 values etc.; all oscillation periods do occur. These behaviours
are again independent of the initial value.

At r = 4, the large admissible value for r, the map is fully chaotic. The iterations
appear completely random, and the values eventually ll up the whole interval [0, 1].
This chaotic motion can be completely understood by making a transformation of
variables. Dene,
xn = sin2 (zn /2). (2.21)

 Figure removed due to copyright restrictions.

Figure 2.1: The complete orbit diagram, which is the plot of the maps attractor as
a function of r. This amazing diagram is as beautiful as it is mysterious. If you look
at it more closely, you will nd that lying just above the periodic windows in the
chaotic region are small copies of the whole orbit diagram. Thus this picture has ne
structures at arbitrarily small scales.

The iteration of z for r = 4 is then just,

2zn , 0 zn 1/2
zn+1 = (2.22)
2 2zn , 1/2 zn 1
This is known as the tent map. Successive values of zn from a random initial value are
as random as a coin toss (and in fact in binary representation answering the question of
whether the n-th value is to the right or left of 0.5 just gives the binary representation
of the initial value, which is random for a random initial value). Beyond r = 4, the
values eventually leave the interval [0, 1] and diverge for almost all initial values.

It is interesting to consider the temporal spectrum of orbits of the logistic map for
dierent values of r. At the appearance of the period two orbit, the spectrum has a
single peak at f = 1/2. As r increases, period doubling bifurcations generate new
peaks at sub-harmonics f /2, f /4 and so on. Notice that the appearance of sub-
harmonics is quite dierent from the appearance of super-harmonics (2f , 4f , . . .)
as a result of quadratic nonlinearities. Finally, at the onset of chaos the number of
excited harmonics becomes large and the spectrum appears to be broadband.

2.2 Chaos and sensitivity to initial conditions

The orbits of the logistic map become very erratic when r = 4. But what do we mean
by the orbits being chaotic? The onset of chaos is dened by a sensitive dependence
on initial conditions, i.e. orbits with similar initial conditions diverge exponentially
fast. The sensitive dependence on initial conditions can be made quantitative by
generalizing the idea of instability of a xed point. Equation (2.19) can in fact be
used for the expansion of a small separation at any xn ,
xn+1 = F (xn )xn , (2.23)
so that the product of the derivatives at successive iterations gives us the expansion
(or contraction) of the separation between the iterates of nearby points.

More precisely we start with initial conditions x0 and x0 +x and ask for the distance
between the n-th iterates, which we expect to grow as,
|xn | = xen(x0 ) , (2.24)
where (x0 ) is the so-called Lyapunov exponent for the initial condition x0 , i.e.

1
F n (x0 + x) F n (x0 ) 1
dF n (x0 )
(x0 ) = n
lim lim log =
lim log
.
(2.25)

x0 n x
n n
dx0

For systems like the logistic map for r = 4 the limit exists and is independent of the
initial condition x0 for almost all initial conditions (e.g. not those points exactly on

8
unstable periodic orbits), and will be denoted and called the Lyapunov exponent
of the map. The derivative can be evaluated by the chain rule in terms of derivatives
of F at the intermediate iterations,
dF n (x0 )
= F (xn1 )F (xn2 ) . . . F (x1 )F (x0 ). (2.26)
dx0
Thus we can compactly write,
= log |F |, (2.27)
where the average is over the iterations of the map. A positive value of corre
sponds to the dierence between closely spaced initial conditions growing (on average
exponentially) with iteration i.e. to sensitive dependence on initial conditions. Thus
a positive Lyapunov exponent is a signature of chaos, and may be used as a dening
criterion. The Lyapunov exponents of the logistic map are shown as a function of r in
gure 2.2. Positive values of appear forlarger values of r. The occasional negative
dips correspond to the islands of stability.

r Comments
1 0 0.005112 . . . start stable xed point
3 0.003518... start stable 2-cycle
3.449489743... 0.003150... start stable 4-cycle
(2.28)

3.56994571869 +0.001934... start of chaos (Dewdney, 1988)

3.828427125... 0.003860... start stable 3-cycle
3.9 +0.7095... back into chaos
4 +0.6931... end of chaos

2.3 Routes to chaos

The logistic map is a useful example to study the onset of chaos in a deterministic
system as a function of an external parameter like the Reynolds number r. The
question arises as to whether the bifurcation patterns that leads to the onset of chaos
is typical of other systems, or whether it is an oddity of the logistic map. For the
moment we restrict the discussion to maps and low order dynamical systems (i.e.
systems described by a small number of ordinary dierential equations). We will
extend the discussion to turbulent ows at the end of the lecture.

Despite the richness and complexity in the orbits generated by maps and dynamical
systems, it turns out that the routes to chaos are quite universal and can be broadly
grouped in three classes: the period doubling route, the intermittency route, and the
quasi-peridoc route. The logistic map is an example of a map that follows the rst
route.

9
 Figure removed due to copyright restrictions.

Figure 2.2: The bifurcation diagram together with the corresponding Lyapunov ex
ponents for the logistic map.

10

Period doubling route (Feigenbaum, 1978)

The system loses stability through period-doubling, pitchfork bifurcations. The sys
tem undergoes a cascade of such period-doublings until at the accumulation point
one observes aperiodic behaviour, but no broad-band spectrum. Note also, that if
one has seen three bifurcations, a fourth bifurcation becomes more probable than a
third after only two, etc. This route to chaotic behavior has been observed in heat
transport by convection.

Intermittency route (Pomeau & Maneville, 1980)

The system loses stability through intermittency, i.e. chaos appears intermittently
within an otherwise regular trajectory. There are no clear cut precursors for this route
although it is characterized by long periods of periodic motion with bursts of chaos.
The logistic map shows transition to chaos through intermittency for r = 3.8282 just
below the period three window. Intermittent behavior generally happens close to a
saddle-node bifurcation.

Quasi-periodic route (Ruelle & Takens, 1971)

In this route to chaos, there are a number of periodic orbits with irrationally related
frequencies that lead to chaos. The system loses stabilty through Hopf bifurcations.
Assume that a system with a steady state solution loses its stability, as some control
parameter is varied, through a Hopf bifurcation (ie. a pair of complex eigenvalues
crosses the imaginary axis). The steady state becomes oscillatory. Assume that
this happens three times in succession and that the three newly created modes are
essentially independent - then chaos may occur. The precursor is the existence of
quasi-periodic motions.

The power spectrum will exhibit one, then two, and possibly three independent ba
sic frequencies. When the third frequency is about to appear simultaneously some
broad-band noise will appear this is then regarded as chaotic. Evidence is from
Taylor-Couette vortices in uid ow between rotating cylinders and in Rayleigh-Bnard
convection.

2.4 A statistical description of chaos

The previous examples suggest that trajectories of maps and dynamical systems are
predictable when orbits are xed points or periodic oscillations. After the onset of
chaos, instead, there seem to be little hope to predict the details of the trajecto
ries. This situation is similar to what happens in the study of uid ows. When the
Reynolds number is small, solutions are linear and predictable. At large Reynolds

11

 1
xn

0.5

0
50 100 150 200
n

Figure 2.3: Intermittency route to chaos in the logistic map for r = 3.8282. Part of
the orbit looks like a stable period three cycle, as indicated by the blue circles. But
this is spooky since the period three orbit no longer exists! We are seeing the ghost
of the three cycle.

12
numbers, the ow becomes erratic and exact solutions cannot be found neither an
alytically, nor numerically. Does it mean that a theory of turbulence is beyond our
reach?

Let us consider the logistic map with r = 4, in the strongly chaotic regime. The
map displays broadband spectrum in time, nonlinearity, unpredictable behavior, and
time irreversibility (Fig. 2.4). However the histogram of the positions x assumed by
the orbit is quite predictable (Fig. 2.4). In the chaotic regime the histograms show a
predictability that does not emerge in individual trajectories. The histogram always
converge toward the same distribution, regardless of initial conditions. Why does
the histogram of the logistic map converge to a limit solution? Why a deterministic
system such as a map has a regular statistical behavior? We do not have complete
answers to these equations, but progress is being made. The current understanding
is that maps in the chaotic regime collapse on a strange attractor which is a gener
alization of the xed points and periodic orbits in the linear regime. The structure
of strange attractors is very complex. That is why trajectories are so erratic and
dicult to predict. However ensemble of trajectories reects the mean structure of
the attractor and can be predicted.

In this section we derive a statistical description of the logistic map. The goal is to un
derstand the dierence between the trajectory-based description and the histogram-
based description. First we need to determine the evolution equation for the histogram
P (v), also known as the probability distribution function, so that we can observe the
recurrence relation Pn+1 (v) = U Pn (v). The distribution function Pn+1 (v) after n + 1
iterations is obtained by the action of the operator U on Pn (v), which is the distri
bution function after n iteration of the map. The operator U acts on functions and
it is known as the Perron-Frobenius operator.

We can derive the Perron-Frobenius operator for the logistic map. We have already
shown that by making the change of variables,

xn = sin2 (zn /2), (2.29)

the logistic map with r = 4 becomes,

2zn , 0 zn 1/2
zn+1 = (2.30)
2 2zn , 1/2 zn 1

which is known as the tent map, because of the shape of its graph. We can easily
write the Perron-Frobenius operator for the tent map,
1 v v

Pn+1 (v) = Pn + Pn 1 . (2.31)
2 2 2
As a consequence of the form of the Perron-Frobenius operator, if Pn is constant
equal to P0 , then Pn+1 is also equal to P0 . The uniform distribution P = P0 is

13

 1 5000

0.8 4000

Histogram
0.6 3000
xn

0.4 2000

0.2 1000

0 0
20 40 60 80 100 0 0.2 0.4 0.6 0.8 1
n x

Figure 2.4: A trajectory and the histogram for the logistic map with r = 4.

14

the equilibrium distribution. The uniform distribution is indeed the nal state that
one obtains by running numerical integrations of the tent map. Thus the statistical
description predicts a result that cannot be derived from simple inspection of the
deterministic equation.

How do we know that the equilibrium distribution is obtained for any set of initial
conditions? In order to solve arbitrary initial value problems, we need the full set of
eigenfunctions and eigenvalues of the Perron-Frobenius operator. These eigenfunc
tions can be used to represent any arbitrary initial condition. The eigenfunctions for
the tent map belong to a family of polynomials called the Bernoulli polynomials. The
eigenfunctions are found by solving the problem,

P (v) = U P (v). (2.32)

In the example of the tent map, we nd that the all eigenfunctions but the uniform
distribution have 1. For example an eigenfunction is given by,
2
P (v) = v 2 2v + . (2.33)
3
This eigenfunction has an eigenvalues = 1/4. The uniform distribution P = 1 is
the only eigenfunction with eigenvalue = 1. Thus all eigenfunctions other than
the uniform distribution decay in time. And the uniform distribution emerges as the
asymptotic state.

It is left as an exercise to relate the probability distribution of the tent map to that
of the poor mans Navier-Stokes map, and show that it correctly predicts what we
found by numerical integrations of the map.

2.5 Turbulence and chaos

It is nally time to go back to uid dynamics and try to relate the lessons of chaotic
maps to the description of turbulence.

2.5.1 Transition to turbulence

Lessons from the dynamical system approach

Up to the discovery of chaos in simple deterministic systems, studies on the onset

of turbulence dealt with linear and, very rarely, with weakly non-linear evolution of
external disturbances. The rst physical model of laminar-turbulent transition is due
to Landau and it is reported in the fourth volume of the course on Theoretical Physics

15

(Landau and Lifshitz, 1971). According to this model, as the Reynolds number is
increased, the system undergoes a innite series of Hopf bifurcations. Each bifurcation
causes the velocity eld to oscillate with a new frequency fi , until for suciently large
i the motion appears chaotic. In this picture the unpredictability of turbulence arises
because each new frequency fi is associated with a new phase i and, for large i, it
becomes progressively dicult to keep track of all oscillations.

The Landau transition scenario is, however, untenable because a few incommensu
rate frequencies do not generate positive Lyapunov exponents. And the sensitive
dependence on initial conditions is a trademark of turbulent ows. This character
istic feature is now known as the buttery eect. Thus the transition to turbulence
is probably best understood in terms of the routes to chaos observed in maps and
simple dynamical systems.

Shortcomings of the dynamical system approach

Should we then conclude that the onset of turbulence is analogous to the onset of
chaos? Unfortunately the story is more complicated. Dynamical systems arise from
the projections of the full Navier-Stokes dynamics on a very limited number of spatial
scales. The onset of chaos in those system is then forced to remain conned to few
spatial scales. Experiments suggest that the onset of turbulence in real ows is
associated with broadband spectra both in time and in space. It is very dicult to
set up experiments where there is transition to chaos with the appearance broadband
spectrum in time, without an increase in the number of the spatial degrees of freedom.
Only by carefully designing experiments in closed environments, can one observe the
routes to chaos described above in real ows. For the moment, we must conclude that
the theory of dynamical systems and chaos provides useful insights in the world of
turbulence, but it is not the whole story. We will return to this issue in the discussion
of turbulent convection.

2.5.2 Statistical description of turbulence

The logistic map is a useful tool to illustrate some important characteristics of tur
bulent ows. However it is pathological in at least two ways,

The logistic map explores the full available space [0, 1]. Typically turbulent sys
tems are dissipative and collapse on an attractor with fractal structure (at least
for nite-dimensional systems). This limitation can be overcome considering
two dimensional maps.

Natural systems tend to have more than one attractor. Thus the equilibrium
statistical properties are not fully predictable.

16
Furthermore there are technical issues that have not been solved for the Navier-
Stokes equations. We do not know if solutions exist for all times for arbitrary initial
condition. We do not know how to write the equivalent of the Perron-Frobenius
operator.

Further reading:

Frisch, chapter 1-3

Strogatz, chapter 10

Tritton, chapter 24

17